Support Board
Date/Time: Tue, 18 Feb 2025 23:59:23 +0000
Intraday historical download fail
View Count: 575
| [2021-01-04 15:55:33] |
| User302722 - Posts: 3 |
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Good afternoon, since a few days I have the following message when opening SC : "Download failed error downloading historical intraday data for F.US.DBH21. Data for instrument F.US.DB(corresponding to ID 1) is not allowed. Result=103. Num Quotes=0" Find attach a screenshot and just below my log report. Many thanks for your help Herve Reading Internal Order ID file. | 2021-01-04 16:46:02.598 Reading Trade Orders file. | 2021-01-04 16:46:02.638 Reading Trade Positions file. | 2021-01-04 16:46:02.638 Reading Account Balance file. | 2021-01-04 16:46:02.639 UDPListener (1404). Port 22904 | Listening on UDP port 22904. | 2021-01-04 16:46:02.647 Software version: 2215 64-bit | 2021-01-04 16:46:02.647 Primary Thread ID: 15108 | 2021-01-04 16:46:02.647 Usage end date: 2021-12-20 | 2021-01-04 16:46:02.647 Enabled for: Advanced Features 2. | 2021-01-04 16:46:02.647 Enabled for: Sierra Chart Historical Data Service. | 2021-01-04 16:46:02.647 Enabled for: Delayed Denali Real-Time Exchange Data Feed. | 2021-01-04 16:46:02.647 Allow Support for Sierra Chart Data Feeds is enabled. | 2021-01-04 16:46:02.647 Current selected Data/Trading service: CQG WebAPI | 2021-01-04 16:46:02.647 Custom symbol settings values: enabled | 2021-01-04 16:46:02.647 Chart Update Interval: 500 | 2021-01-04 16:46:02.647 Intraday Data Storage Time Unit: 0 | 2021-01-04 16:46:02.647 Time Zone: +01:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) | 2021-01-04 16:46:02.647 2021-01-04 15:46:02 Local computer time in UTC | 2021-01-04 16:46:02.647 2021-01-04 16:46:02 Local computer time in SC Time Zone | 2021-01-04 16:46:02.647 2021-01-04 15:46:01 Server time in UTC | 2021-01-04 16:46:02.647 Local computer UTC time and Server UTC time difference: 1 seconds. | 2021-01-04 16:46:02.647 Program path: C:\SierraChart\ | 2021-01-04 16:46:02.647 Data Files path: C:\SierraChart\Data\ | 2021-01-04 16:46:02.647 OS Version Number: 10.0 | 2021-01-04 16:46:02.647 Locale Setting: C | 2021-01-04 16:46:02.647 DLLs: UserContributedStudies_64.dll | 2021-01-04 16:46:02.647 Allowed protected custom studies: | 2021-01-04 16:46:02.647 Created the DTC Protocol server. | 2021-01-04 16:46:02.648 DTC Protocol Server listening on port 11099. | 2021-01-04 16:46:02.649 Created the DTC Protocol historical data server. | 2021-01-04 16:46:02.649 HD Server Manager | Listening on port 11098 | 2021-01-04 16:46:02.649 Checking for new symbol settings. Requested symbol settings MD5 for service code cqg. Request ID: 1. | 2021-01-04 16:46:02.650 HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Shutdown started. Waiting for graceful close. | 2021-01-04 16:46:02.677 HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Socket gracefully closed by remote side. | 2021-01-04 16:46:02.720 HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Closed. | 2021-01-04 16:46:02.720 Received 5 login tokens. | 2021-01-04 16:46:02.829 DTC Protocol server | Incoming connection from 127.0.0.1. | 2021-01-04 16:46:02.888 DTC client #1. 127.0.0.1 (1) | Creating socket. | 2021-01-04 16:46:02.889 DTC client #1. 127.0.0.1 (1) | New receive buffer size: 262144 | 2021-01-04 16:46:02.889 DTC client #1. 127.0.0.1 (1) | Allocated send buffers: 32 of 131072 bytes. | 2021-01-04 16:46:02.890 DTC client #1. 127.0.0.1 | Set DTC encoding to Binary VLS | 2021-01-04 16:46:02.890 DTC client #1. 127.0.0.1 | Requested heartbeat interval: 20 | 2021-01-04 16:46:02.891 DTC client #1. Sierra Chart. 127.0.0.1 | Received logon request. | 2021-01-04 16:46:02.891 DTC client #1. Sierra Chart. 127.0.0.1 | Connecting to primary Data/Trading service. | 2021-01-04 16:46:02.891 CQG WebAPI | Connecting to server api.cqg.com | 2021-01-04 16:46:02.894 CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2021-01-04 16:46:02.894 DTC client #1. Sierra Chart. 127.0.0.1 | Sent successful Logon response message to client. Username: Herve67. Result text: Connected to SC DTC Protocol server. Service=cqg|SymbolSettings=cqg | 2021-01-04 16:46:02.894 CQG WebSocket socket (5) | Creating socket. Using TLS 1.2. | 2021-01-04 16:46:02.894 CQG WebSocket socket (5) | New receive buffer size: 5242880 | 2021-01-04 16:46:02.894 CQG WebSocket socket (5) | Connecting to IP: 195.166.124.165. | 2021-01-04 16:46:02.894 Symbol settings MD5 received. Request ID: 1. | 2021-01-04 16:46:02.910 Symbol settings are up-to-date for cqg. | 2021-01-04 16:46:02.910 CQG WebSocket | Opening WebSocket. | 2021-01-04 16:46:02.935 CQG WebSocket | Sending WebSocket handshake. | 2021-01-04 16:46:02.935 CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2021-01-04 16:46:03.066 CQG WebSocket | Server header | Connection: upgrade | 2021-01-04 16:46:03.066 CQG WebSocket | Server header | Sec-WebSocket-Accept: qdYFh+MC29lEsMUZhQp0d4caNzc= | 2021-01-04 16:46:03.066 CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2021-01-04 16:46:03.066 CQG WebSocket | Server header | Upgrade: websocket | 2021-01-04 16:46:03.066 CQG WebSocket | Server header | | 2021-01-04 16:46:03.066 CQG WebSocket | Web socket state is now open. | 2021-01-04 16:46:03.066 CQG WebAPI | WebSocket connected. | 2021-01-04 16:46:03.066 CQG WebAPI | Sending market data logon message. | 2021-01-04 16:46:03.066 CQG WebAPI | Base Time: 2021-01-02T23:20:35. 2021-01-02 23:20:35 | 2021-01-04 16:46:03.691 CQG WebAPI | Logon successful. Session Token = mdLmqovoxZty8ZPafZ+uQhCH1FI3u0iGJa9D6xutprY+XRaOvzoqDkDtsslzdDwfEDgk7yq5N/j | 2021-01-04 16:46:03.691 CQG WebAPI | Connected to server complete. | 2021-01-04 16:46:03.691 Triggering next historical data download in queue. | 2021-01-04 16:46:03.691 Triggering next historical data download in queue. | 2021-01-04 16:46:03.691 Triggering next historical data download in queue. | 2021-01-04 16:46:03.691 Triggering next historical data download in queue. | 2021-01-04 16:46:03.691 Updated verified funded futures trading account ending date to: 2021-02-03 15:46:03 | 2021-01-04 16:46:03.702 CQG WebAPI | Sending Trade Accounts request message. | 2021-01-04 16:46:03.702 CQG WebAPI | Brokerage name: Phillip. Account Name: 7MS1279 - Herve Kamber | 2021-01-04 16:46:03.794 CQG WebAPI | Sending collateral subscribe request. | 2021-01-04 16:46:03.794 CQG WebAPI | Sending positions subscribe request. RequestID: 325597 | 2021-01-04 16:46:08.681 CQG WebAPI | Sending orders subscribe request. RequestID=325598 | 2021-01-04 16:46:08.681 F.US.DBH21 #1 | Reloading chart. | 2021-01-04 16:46:08.932 F.US.DBH21 1 Min #4 | Reloading chart. | 2021-01-04 16:46:08.946 F.US.DBH21 15 Min #6 | Reloading chart. | 2021-01-04 16:46:08.972 F.US.DBH21 60 Min #3 | Reloading chart. | 2021-01-04 16:46:08.985 F.US.DBH21 700 Volume #13 | Reloading chart. | 2021-01-04 16:46:08.996 F.US.DBH21 233 Trades #2 | Reloading chart. | 2021-01-04 16:46:09.008 F.US.DBH21 #5 | Reloading chart. | 2021-01-04 16:46:09.029 F.US.DBH21 30 Min #7 | Reloading chart. | 2021-01-04 16:46:09.039 F.US.DBH21 Daily #8 | Reloading chart. | 2021-01-04 16:46:09.053 F.US.DBH21 #9 | Reloading chart. | 2021-01-04 16:46:09.062 F.US.DBH21 #1 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.077 F.US.DBH21 30 Min #7 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.104 F.US.DBH21 Daily #8 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.110 F.US.DBH21 1 Min #4 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.119 F.US.DBH21 60 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.225 F.US.DBH21 15 Min #6 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.229 F.US.DBH21 700 Volume #13 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.234 F.US.DBH21 #5 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.254 F.US.DBH21 233 Trades #2 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.271 F.US.DBH21 #9 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.280 F.US.DBH21 1 Min #4 | Reloading chart. | 2021-01-04 16:46:09.432 CQG WebAPI | Starting real-time market data updates for: F.US.DBH21. ID: 1 Service code: cqg | 2021-01-04 16:46:09.437 CQG WebAPI | Sending symbol resolution request for F.US.DBH21. ID: 325599 | 2021-01-04 16:46:09.437 CQG WebAPI | Requesting security definition data for: F.US.DBH21. ID: 1 | 2021-01-04 16:46:09.437 CQG WebAPI | Using primary service for historical data for F.US.DBH21 | 2021-01-04 16:46:09.437 Starting DelayedDownloadMonitoringTimer | 2021-01-04 16:46:09.437 Starting HDTimeoutTimer | 2021-01-04 16:46:09.437 Added historical Intraday data request for F.US.DBH21 to the queue. | 2021-01-04 16:46:09.437 Intraday data recording state for symbol F.US.DBH21 is set to download 'Pending'. | 2021-01-04 16:46:09.437 Triggering next historical data download in queue. | 2021-01-04 16:46:09.437 Delaying start of download for F.US.DBH21 | 2021-01-04 16:46:09.438 F.US.DBH21 15 Min #6 | Reloading chart. | 2021-01-04 16:46:09.463 CQG WebAPI | Received symbol resolution report for symbol F.US.DBH21. Search Symbol: F.US.DBH21. Request ID: 325599. Contract ID: 1. | 2021-01-04 16:46:09.478 CQG WebAPI | Requesting market data for F.US.DBH21 | 2021-01-04 16:46:09.478 F.US.DBH21 60 Min #3 | Reloading chart. | 2021-01-04 16:46:09.480 F.US.DBH21 233 Trades #2 | Reloading chart. | 2021-01-04 16:46:09.495 F.US.DBH21 700 Volume #13 | Reloading chart. | 2021-01-04 16:46:09.498 F.US.DBH21 30 Min #7 | Reloading chart. | 2021-01-04 16:46:09.546 F.US.DBH21 30 Min #7 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.549 F.US.DBH21 #5 | Reloading chart. | 2021-01-04 16:46:09.556 F.US.DBH21 1 Min #4 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.559 F.US.DBH21 15 Min #6 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.663 F.US.DBH21 60 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.667 F.US.DBH21 233 Trades #2 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.671 F.US.DBH21 700 Volume #13 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.681 F.US.DBH21 #5 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.735 F.US.DBH21 Daily #8 | Reloading chart. | 2021-01-04 16:46:09.766 F.US.DBH21 #9 | Reloading chart. | 2021-01-04 16:46:09.769 F.US.DBH21 Daily #8 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.771 F.US.DBH21 #9 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:09.899 Starting DelayedDownloadMonitoringTimer | 2021-01-04 16:46:10.269 Starting HDTimeoutTimer | 2021-01-04 16:46:10.269 Added historical Daily data request for F.US.DBH21 to the queue. | 2021-01-04 16:46:10.269 Triggering next historical data download in queue. | 2021-01-04 16:46:10.269 HD Request # 1 | Downloading Historical Daily chart data for F.US.DBH21. Starting date: 2020-12-28. Service: cqg | 2021-01-04 16:46:10.270 HD Request # 1 | Requesting historical Daily data for GGH21 starting at 2020-12-27. SC External HD service. | 2021-01-04 16:46:10.270 HD Request # 1 | Receiving historical Daily data for F.US.DBH21 starting at 2020-12-28 | 2021-01-04 16:46:11.138 HD Request # 1 | Writing historical Daily data to the file F.US.DBH21.dly | 2021-01-04 16:46:11.138 HD Request # 1 | Bytes received: 182 | 2021-01-04 16:46:11.139 HD Request # 1 | Received 3 records from 2020-12-28 00:00:00 to 2020-12-30 00:00:00 (3.0 days) and wrote 3 records for F.US.DBH21 | 2021-01-04 16:46:11.139 HD Request # 1 | Completion time: 1s | 2021-01-04 16:46:11.139 HD Request # 1 | Daily data download complete for F.US.DBH21. Unique request ID: 2 | 2021-01-04 16:46:11.139 Removing historical data download ID 2. | 2021-01-04 16:46:11.139 Triggering next historical data download in queue. | 2021-01-04 16:46:11.139 F.US.DBH21 Daily #8 | Reloading chart. | 2021-01-04 16:46:11.272 F.US.DBH21 Daily #8 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-01-04 16:46:11.275 Requesting market depth updates for: F.US.DBH21 if supported. | 2021-01-04 16:46:13.681 CQG WebAPI | Requesting market data including full depth for F.US.DBH21 | 2021-01-04 16:46:13.681 HD Request # 2 | Downloading Intraday chart data for F.US.DBH21 to the file F.US.DBH21.scid. Service: cqg | 2021-01-04 16:46:14.433 HD Request # 2 | Download start date-time: 2021-01-04 16:45:44.000000. File last date-time: 2021-01-04 16:45:44.256000 | 2021-01-04 16:46:14.433 HD Request # 2 | Requesting historical Tick data. | 2021-01-04 16:46:14.433 HD Request # 2 | Error downloading historical Intraday data for F.US.DBH21. Data for instrument F.US.DB (corresponding to ID 1) is not allowed. Result=103. Num Quotes=0 | 2021-01-04 16:46:14.521 HD Request # 2 | Received 0 records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for F.US.DBH21 | 2021-01-04 16:46:14.521 HD Request # 2 | Add time&sales data | Remembered last file record date-time: 2021-01-04 15:45:44.256000 | 2021-01-04 16:46:14.522 HD Request # 2 | Receiving Intraday data for F.US.DBH21 starting at 2021-01-04 16:46:11.460000 | 2021-01-04 16:46:14.522 Added 2 Time and Sales records to Intraday data file for F.US.DBH21 after download. | 2021-01-04 16:46:14.522 HD Request # 2 | Timestamp of first Intraday data file record written: 2021-01-04 16:46:11.460000 | 2021-01-04 16:46:14.522 HD Request # 2 | Completion time: 0s | 2021-01-04 16:46:14.522 HD Request # 2 | Intraday data download complete for F.US.DBH21. Unique request ID: 1 | 2021-01-04 16:46:14.522 Removing historical data download ID 1. | 2021-01-04 16:46:14.522 Real-time Intraday chart data file updates started for F.US.DBH21 | 2021-01-04 16:46:14.522 Intraday chart data file opened for F.US.DBH21 | 2021-01-04 16:46:14.522 HD Request # 2 | Enabling Intraday chart updating for symbol. | 2021-01-04 16:46:14.522 Triggering next historical data download in queue. | 2021-01-04 16:46:14.522 Opened cached Intraday file: C:\SierraChart\Data\F.US.DBH21.scid. Thread ID: 6632 | 2021-01-04 16:46:17.653 |
 Sierra chart failed download.jpg / V - Attached On 2021-01-04 15:51:20 UTC - Size: 1.05 MB - 236 views |
| [2021-01-05 02:41:49] |
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This error from CQG: HD Request # 2 | Error downloading historical Intraday data for F.US.DBH21. Data for instrument F.US.DB (corresponding to ID 1) is not allowed. Result=103. Num Quotes=0 | 2021-01-04 16:46:14.521
Relates to the following: ----- We are no longer as of December 28, 2020 providing the Sierra Chart provided historical data service for CQG or Interactive Brokers users. For more information, refer to this Support Board thread: Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG Also refer to this post for steps that you need to do now: Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG | Post: 245144 The solution to this problem is to use the Denali Exchange Data Feed for CME and EUREX (Upcoming in January 2021) data. Step-by-step instructions are here: Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges* The first calendar month of this data feed is free. Let us know if you need help with the set up and we will help you through all of the steps. In the case of CQG you will then need to contact your broker and cancel CME and EUREX exchange fees through your CQG account so you do not pay exchange fees twice. You definitively do not have to pay any market data exchange fees through your brokerage account to CQG. This is not required. For other exchanges (ICE, HKFE) you need to use the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed As an alternative to CQG, we recommend using the Sierra Chart Order Routing Service: Sierra Chart / Trading Technologies Futures Order Routing Service In regards to using CQG provided historical data, we definitely do not recommend using that. It has an additional cost of 25 USD per month. The data delivery is slow and inefficient and causes Sierra Chart to freeze during the processing of it. Only 5 days of tick data is supported from CQG. And only current futures contracts are provided. Whereas with Sierra Chart provided data feeds, you will have access to 10+ years of reliable high-speed delivered tick by tick data. Once again we do not advise using CQG historical data and it will not work well with Sierra Chart. And we also provide no technical help or support for any CQG provided historical data or real-time data. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-01-05 02:41:59
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